klhztrader/KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit3.cs

using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;

namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
{
    public class PriceHistoryCacheUnit3
    {
        private readonly Dictionary<string, TimeSpan> _windowSizes = new()
        {
            {string.Empty, TimeSpan.FromDays(3)}
        };

        public string Figi { get; init; }

        public IOrderbook? Orderbook
        {
            get
            {
                lock (_locker)
                {
                    return _orderbook;
                }
            }
        }

        private IOrderbook? _orderbook;

        private readonly object _locker = new();
        private readonly Dictionary<string, LinkedList<ITradeDataItem>> _items = new Dictionary<string, LinkedList<ITradeDataItem>>();

        public ValueTask AddData(ITradeDataItem item, string? key = null)
        {
            lock (_locker)
            {
                key = key ?? string.Empty;
                if (key == string.Empty)
                {
                    if (item.Figi != Figi)
                    {
                        throw new ArgumentException("Для дефолтного кеша Figi должен совпадать с figi элемента.");
                    }
                }
                var windowSize = _windowSizes.TryGetValue(key, out var size) ? size : TimeSpan.FromMinutes(60);
                if (!_items.TryGetValue(key, out var list))
                {
                    list = new LinkedList<ITradeDataItem>();
                    _items[key] = list;
                }
                list.AddFirst(item);
                while (list.Last != null && list.First != null
                    && list.First.Value.Time - list.Last.Value.Time > windowSize)
                {
                    list.RemoveLast();
                }
            }
            return ValueTask.CompletedTask;
        }

        public ValueTask AddOrderbook(IOrderbook orderbook)
        {
            if (orderbook.Figi != Figi) return ValueTask.CompletedTask;
            lock (_locker)
            {
                _orderbook = orderbook;
            }
            return ValueTask.CompletedTask;
        }

        public ValueTask<ITradeDataItem[]> GetData(TimeSpan? period = null, string? key = null, Func<ITradeDataItem, bool>? selector = null)
        {
            key = key ?? string.Empty;
            var res = new List<ITradeDataItem>();
            selector = selector ?? defaultSelector;
            lock (_locker)
            {
                if (_items.TryGetValue(key, out var list) && list.First != null && list.Last != null)
                {
                    var startTime = list.First.Value.Time;
                    if (period.HasValue)
                    {
                        foreach (var item in list)
                        {
                            if (startTime - item.Time < period.Value && selector(item))
                            {
                                res.Add(item);
                            }
                        }
                    }
                    else
                    {
                        return ValueTask.FromResult(list.Where(selector).Reverse().ToArray());
                    }

                }
            }
            res.Reverse();
            return ValueTask.FromResult(res.ToArray());
        }

        public ValueTask<(DateTime time, decimal price)> GetLastValues(string? key = null)
        {
            key = key ?? string.Empty;
            lock (_locker)
            {
                if (_items.TryGetValue(key, out var list) && list.First != null && list.Last != null)
                {
                    return ValueTask.FromResult((list.Last.Value.Time, list.Last.Value.Price));
                }
            }
            return ValueTask.FromResult((DateTime.MinValue, 0m));
        }

        public ValueTask<ITradeDataItem[]> GetData(TimeSpan shift, TimeSpan period, string? key = null, Func<ITradeDataItem, bool>? selector = null)
        {
            key = key ?? string.Empty;
            var res = new List<ITradeDataItem>();
            var maxPeriod = shift + period;
            selector = selector ?? defaultSelector;
            lock (_locker)
            {
                if (_items.TryGetValue(key, out var list) && list.First != null && list.Last != null)
                {
                    var startTime = list.First.Value.Time;

                    foreach (var item in list)
                    {
                        var dt = startTime - item.Time;
                        if (dt > shift && dt < maxPeriod && selector(item))
                        {
                            res.Add(item);
                        }
                    }
                }
            }
            res.Reverse();
            return ValueTask.FromResult(res.ToArray());
        }

        public PriceHistoryCacheUnit3(string figi, params ITradeDataItem[] priceChanges)
        {
            Figi = figi;


            if (priceChanges.Length == 0)
            {
                return;
            }

            var selectedPriceChanges = priceChanges
                .OrderBy(pc => pc.Time)
                .ToArray();

            foreach (var pc in selectedPriceChanges)
            {
                AddData(pc).AsTask().Wait();
            }
        }

        private static bool defaultSelector(ITradeDataItem item) => true;
    }
}